Portfolio Key Metrics
Net Profit
$46,841.67
Return: +468.4%
Max Drawdown
5.24%
$1,244.01 absolute
Win Rate
62.9%
664W / 392L
Profit Factor
1.82
Gross P/L ratio
Calmar Ratio
6.47
Ann. return / Max DD
Recovery Factor
37.65
Net profit / Max DD
Sharpe Ratio
4.00
Annualised
Expected Payoff
$44.36
Per trade average
Detailed Drawdown Analysis
Max Drawdown
5.24%
$1,244.01 from peak
Recovery Factor
37.65
Higher is better
Calmar Ratio
6.47
>0.5 is acceptable
Top 5 Drawdown Episodes
| Rank | Start | End | Duration | Max DD% | Max DD $ | Severity |
|---|
| #1 |
2021-12-21 |
2022-03-08 |
77d |
5.24% |
$1,140.42 |
MODERATE |
| #2 |
2021-07-19 |
2021-08-17 |
28d |
4.68% |
$841.46 |
MILD |
| #3 |
2021-02-16 |
2021-03-11 |
23d |
4.59% |
$770.67 |
MILD |
| #4 |
2020-08-21 |
2020-08-28 |
7d |
4.05% |
$542.34 |
MILD |
| #5 |
2020-10-29 |
2020-12-04 |
35d |
3.75% |
$548.49 |
MILD |
Trade Statistics
Win/Loss Ratio
1.08
Avg win / avg loss
Gross P / L
$103,681 / $56,839
Monthly Performance Grid
| YEAR | JAN | FEB | MAR | APR | MAY | JUN | JUL | AUG | SEP | OCT | NOV | DEC | TOTAL |
|---|
| 2020 | – | – | – | – | – | +$1.3K | +$400 | +$2.0K | +$324 | +$327 | $-302 | +$1.5K | +$5.6K |
| 2021 | +$876 | $-246 | +$407 | $-166 | +$803 | +$292 | $-455 | +$2.4K | $-108 | +$158 | +$133 | +$1.4K | +$5.5K |
| 2022 | +$48 | +$71 | +$796 | +$2.2K | $-428 | +$3.6K | +$1.7K | $-17 | +$2.6K | +$31 | $-547 | +$303 | +$10.4K |
| 2023 | +$314 | $-92 | $-118 | +$360 | +$172 | +$910 | +$1.3K | +$207 | +$343 | +$1.5K | $-639 | +$1.5K | +$5.8K |
| 2024 | $-52 | +$37 | +$550 | +$362 | $-490 | +$718 | +$741 | +$963 | $-251 | +$17 | +$1.6K | +$1.4K | +$5.6K |
| 2025 | +$574 | +$65 | +$276 | +$3.3K | $-109 | +$1.0K | $-218 | +$126 | +$959 | +$207 | +$1.1K | +$513 | +$7.8K |
| 2026 | +$3.2K | +$365 | +$2.1K | $-159 | +$740 | – | – | – | – | – | – | – | +$6.2K |
Portfolio Composition — Included Strategies (4)
| # | Strategy Name | Symbol | Timeframe | Trades | Capital Allocated |
|---|
| #1 |
Apex EA 7.0 MT5 |
GBPUSD |
H1 |
235 |
$2,500 |
| #2 |
Apex EA 7.0 MT5 |
USDCAD |
H1 |
368 |
$2,500 |
| #3 |
Apex EA 7.0 MT5 |
USDCHF |
H1 |
203 |
$2,500 |
| #4 |
Apex EA 7.0 MT5 |
AUDUSD |
H1 |
250 |
$2,500 |
| Total portfolio capital |
1,056 |
$10,000 |
Disclaimer: This report presents historical combined backtest performance data only. Portfolio backtests combine individual strategy results and do not account for real-world correlation, slippage, or capital constraints. Past results are not indicative of future returns. This report does not constitute financial advice.